{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\HURWICZ BIAS\REVISION FOR ECONOMIC MODELLING\PROGRAMS2\TABLE7(PartII).smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res} 9 Jul 2016, 04:55:21
{txt}
{com}. drop _all
{txt}
{com}. clear
{txt}
{com}. graph drop _all
{txt}
{com}. set more off
{txt}
{com}. set seed 13
{txt}
{com}. 
. matrix medLRP = J(4,2,0)
{txt}
{com}. matrix confidLRP = J(4,4,0)
{txt}
{com}. matrix meanRR = J(4,2,0)
{txt}
{com}. 
. // The local commands below set all the parameters for the experiments.
. local numN = 50 // This sets the number of cross-sectional units
{txt}
{com}. local numT = 80
{txt}
{com}. local beta0 = 0 // This sets the intercept term
{txt}
{com}. local betax = 1 // This sets the slope coefficient for x
{txt}
{com}. local reps = 10000
{txt}
{com}. 
. local i = 1
{txt}
{com}. foreach betay in 0.60 0.90 {c -(}
{txt}  2{com}. foreach rhox in 0 1 {c -(}
{txt}  3{com}. local j = 1
{txt}  4{com}.    foreach smallt in 70 55 {c -(}
{txt}  5{com}.       simulate LRP = r(LRP) pLRP = r(pLRP), ///
>          reps(`reps'): TABLE7prog, beta0(`beta0') betax(`betax') betay(`betay') ///
>                  rhox(`rhox') smallt(`smallt') numN(`numN') numT(`numT')
{txt}  6{com}.                  
.                   summ LRP, detail
{txt}  7{com}.                   matrix medLRP[`i', `j'] = r(p50)
{txt}  8{com}.                   matrix confidLRP[`i',1+(`j'-1)*2] = r(p5)
{txt}  9{com}.                   matrix confidLRP[`i',2+(`j'-1)*2] = r(p95)
{txt} 10{com}.                   generate RejectRate = 0
{txt} 11{com}.                   replace RejectRate = 1 if pLRP < 0.05  
{txt} 12{com}.                   summ RejectRate, meanonly
{txt} 13{com}.                   matrix meanRR[`i',`j'] = r(mean)
{txt} 14{com}.                 local `++j'
{txt} 15{com}.                 {c )-}
{txt} 16{com}.         local `++i'
{txt} 17{com}.         {c )-}
{txt} 18{com}. {c )-}
{p2colset 7 17 21 2}{...}

{txt}{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(0) smallt(70) numN(50) numT(80){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
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.................................................. 10000

                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} .2624255       -.181197
{txt} 5%    {res} .4896045      -.0949253
{txt}10%    {res} .6036511      -.0876413       {txt}Obs         {res}     10,000
{txt}25%    {res} .7866752      -.0773999       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} .9959349                      {txt}Mean          {res} .9971833
                        {txt}Largest       Std. Dev.     {res} .3122254
{txt}75%    {res} 1.203366       2.154531
{txt}90%    {res} 1.397539       2.162706       {txt}Variance      {res} .0974847
{txt}95%    {res} 1.516201       2.366503       {txt}Skewness      {res} .0528115
{txt}99%    {res}   1.7397        2.48612       {txt}Kurtosis      {res} 3.130148
{txt}(9,998 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(0) smallt(55) numN(50) numT(80){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} .6012552       .3652915
{txt} 5%    {res} .7251396       .3950547
{txt}10%    {res}  .784047       .3993757       {txt}Obs         {res}     10,000
{txt}25%    {res} .8830988       .4158916       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} .9949758                      {txt}Mean          {res} .9968839
                        {txt}Largest       Std. Dev.     {res} .1687291
{txt}75%    {res} 1.109017       1.598718
{txt}90%    {res} 1.211605       1.610111       {txt}Variance      {res} .0284695
{txt}95%    {res} 1.272177       1.616962       {txt}Skewness      {res} .0609474
{txt}99%    {res} 1.411684       1.628837       {txt}Kurtosis      {res} 3.160786
{txt}(10,000 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(1) smallt(70) numN(50) numT(80){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.357201        2.26923
{txt} 5%    {res} 2.392908       2.287358
{txt}10%    {res} 2.410707       2.294701       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.439177       2.301419       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.469496                      {txt}Mean          {res} 2.469076
                        {txt}Largest       Std. Dev.     {res} .0460016
{txt}75%    {res} 2.499811       2.627786
{txt}90%    {res}  2.52684       2.633909       {txt}Variance      {res} .0021161
{txt}95%    {res} 2.543844       2.636731       {txt}Skewness      {res}-.0372553
{txt}99%    {res} 2.577455       2.671456       {txt}Kurtosis      {res} 3.222622
{txt}(7 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.60) rhox(1) smallt(55) numN(50) numT(80){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.360167       2.299939
{txt} 5%    {res} 2.391264       2.300488
{txt}10%    {res} 2.407557       2.303593       {txt}Obs         {res}     10,000
{txt}25%    {res} 2.435361       2.307284       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 2.464945                      {txt}Mean          {res} 2.464862
                        {txt}Largest       Std. Dev.     {res} .0445916
{txt}75%    {res} 2.494346       2.616899
{txt}90%    {res} 2.521762       2.618118       {txt}Variance      {res} .0019884
{txt}95%    {res} 2.538429       2.629821       {txt}Skewness      {res} .0100507
{txt}99%    {res} 2.569179       2.645756       {txt}Kurtosis      {res} 3.090991
{txt}(1,793 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(0) smallt(70) numN(50) numT(80){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-1.707955      -3.411189
{txt} 5%    {res}-.8860011      -3.187772
{txt}10%    {res}-.4668747      -3.071954       {txt}Obs         {res}     10,000
{txt}25%    {res} .2245297      -3.019109       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} .9898571                      {txt}Mean          {res} .9984873
                        {txt}Largest       Std. Dev.     {res} 1.153977
{txt}75%    {res} 1.759312       4.856039
{txt}90%    {res} 2.474181       4.866733       {txt}Variance      {res} 1.331663
{txt}95%    {res} 2.900394       5.137765       {txt}Skewness      {res} .0325623
{txt}99%    {res} 3.750477         5.1877       {txt}Kurtosis      {res} 3.065374
{txt}(10,000 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(0) smallt(55) numN(50) numT(80){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res}-.4519254       -1.49894
{txt} 5%    {res} -.026963      -1.208711
{txt}10%    {res} .2000114       -1.14694       {txt}Obs         {res}     10,000
{txt}25%    {res} .5615218      -1.090823       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} .9803752                      {txt}Mean          {res} .9928752
                        {txt}Largest       Std. Dev.     {res} .6358533
{txt}75%    {res} 1.412654        3.42221
{txt}90%    {res} 1.806643       3.436838       {txt}Variance      {res} .4043095
{txt}95%    {res}  2.05562       3.550469       {txt}Skewness      {res} .1325211
{txt}99%    {res} 2.555457       3.864627       {txt}Kurtosis      {res}  3.19214
{txt}(10,000 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(1) smallt(70) numN(50) numT(80){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.336033       7.797268
{txt} 5%    {res} 8.544625       7.807549
{txt}10%    {res} 8.642148       7.922557       {txt}Obs         {res}     10,000
{txt}25%    {res} 8.807335       8.062297       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 8.987954                      {txt}Mean          {res} 8.990946
                        {txt}Largest       Std. Dev.     {res} .2757013
{txt}75%    {res}  9.17414       9.911255
{txt}90%    {res}  9.34545       9.915428       {txt}Variance      {res} .0760112
{txt}95%    {res} 9.452111       9.947246       {txt}Skewness      {res} .0110164
{txt}99%    {res} 9.633246        10.0039       {txt}Kurtosis      {res} 3.081145
{txt}(8,173 real changes made)
{p2colset 7 17 21 2}{...}

{p2col :command:}TABLE7prog, beta0(0) betax(1) betay(0.90) rhox(1) smallt(55) numN(50) numT(80){p_end}
{p2colset 11 17 21 2}{...}
{p2col :LRP:}{res:r(LRP)}{p_end}
{p2colset 10 17 21 2}{...}
{p2col :pLRP:}{res:r(pLRP)}{p_end}

Simulations ({res}10000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
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                           r(LRP)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.274143       7.670122
{txt} 5%    {res} 8.457384       7.759413
{txt}10%    {res} 8.556826       7.877224       {txt}Obs         {res}     10,000
{txt}25%    {res} 8.713044       7.893684       {txt}Sum of Wgt. {res}     10,000

{txt}50%    {res} 8.880535                      {txt}Mean          {res}  8.87786
                        {txt}Largest       Std. Dev.     {res} .2535176
{txt}75%    {res} 9.045714       9.771169
{txt}90%    {res} 9.197766       9.814377       {txt}Variance      {res} .0642712
{txt}95%    {res} 9.286704       9.825174       {txt}Skewness      {res}-.0815761
{txt}99%    {res} 9.471399       9.925961       {txt}Kurtosis      {res} 3.267449
{txt}(9,908 real changes made)

{com}. 
. matrix colnames medLRP = "N50:T10" "N50:T25"
{txt}
{com}. matrix rownames medLRP= R00B60 R100B60 R00B90 R100B90
{txt}
{com}. 
. matrix colnames confidLRP = "N50:T10(P5)" "N50:T10(P95)" "N50:T25(P5)" "N50:T25(P95)"
{txt}
{com}. matrix rownames confidLRP = R00B60 R100B60 R00B90 R100B90
{txt}
{com}. 
. matrix colnames meanRR = "N50:T10" "N50:T25"
{txt}
{com}. matrix rownames meanRR = R00B60 R100B60 R00B90 R100B90
{txt}
{com}. 
. matrix list medLRP
{res}
{txt}medLRP[4,2]
               N50:       N50:
               T10        T25
 R00B60 {res}  .9959349  .99497581
{txt}R100B60 {res} 2.4694961   2.464945
{txt} R00B90 {res} .98985708  .98037517
{txt}R100B90 {res} 8.9879541  8.8805351
{reset}
{com}. matrix list confidLRP
{res}
{txt}confidLRP[4,4]
                N50:        N50:        N50:        N50:
            T10(P5)    T10(P95)     T25(P5)    T25(P95)
 R00B60 {res}  .48960453   1.5162008   .72513962   1.2721772
{txt}R100B60 {res}  2.3929083   2.5438439   2.3912637   2.5384291
{txt} R00B90 {res} -.88600111   2.9003941  -.02696305   2.0556198
{txt}R100B90 {res}  8.5446248   9.4521112   8.4573841   9.2867041
{reset}
{com}. matrix list meanRR
{res}
{txt}meanRR[4,2]
           N50:   N50:
           T10    T25
 R00B60 {res} .9998      1
{txt}R100B60 {res} .0007  .1793
{txt} R00B90 {res}     1      1
{txt}R100B90 {res} .8173  .9908
{reset}
{com}. 
. etime
{res}Elapsed time is 1 hours 6 minutes 33 seconds 
{txt}
{com}. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\HURWICZ BIAS\REVISION FOR ECONOMIC MODELLING\PROGRAMS2\TABLE7(PartII).smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res} 9 Jul 2016, 06:01:54
{txt}{.-}
{smcl}
{txt}{sf}{ul off}